Data Sources (Free / Cheap)

Sunday, December 19, 2004 | 07:36 AM


“Data are the most valuable commodity to any investor. Before anyone can make a statement like "The market went past its 200-day moving average, and this is a bullish sign," one must examine the data and test the statement to see if the results”

So says James Altucher, my colleague at and the author of “Trade Like a Hedge Fund.” James compiled a list of data sources, in a recent column (some of which are reproduced below).

Have at it:

Daily market data

Yahoo! Finance

Daily open, high, low, close and volume data on any stock in the U.S. Markets

For “slightly cleaner data at a slight expense,” James recommends Qcharts -- which also includes the Tick indicator, and the Arms Index, as well as an indicator that tracks the premium between futures and cash (symbol: $prem).

Futures data

Economic data

the Fred II database

Business cycles:
The National Bureau of Economic Research

Discount rate

IPO data
IPO Resources
(Maintained by Yale professor Ivo Welch)

Hedge-fund data
CSFB/Tremont index - Hedge fund strategies

Hedge fund returns

Cogent Edge is another source of Hedge fund return data, but their registration process is onerous.

Global Financial Data
spot-price data for commodities

Index changes
Nasdaq 100 changes

S&P additions/deletions
(There’s an interesting study on S&P 500 additions/deletions here)

Russell 2000 additions/deletions

Chapter 11 bankruptcy data

Trading halts

Nasdaq site

Annual returns


S&P 500,1020,-1_4850,00.html

Last, Art Prices

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